Sampling-based Nystrom approximation and kernel quadrature
We analyze the Nyström approximation of a positive definite kernel associated with a probability measure. We first prove an improved error bound for the conventional Nyström approximation with i.i.d. sampling and singular-value decomposition in the continuous regime; the proof techniques are borrowe...
| Main Authors: | , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
Proceedings of Machine Learning Research
2023
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